-1.9%
KWEB vs SBAC
-9.4%
+7.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.6% | +0.4% |
| 7D | -5.6% | -2.1% | -3.5% | -5.3% |
| 30D | -10.7% | +2.0% | -12.7% | -10.9% |
| 3M | -7.4% | -8.3% | +0.9% | -6.5% |
| 6M | -19.3% | +0.3% | -19.6% | -19.6% |
| YTD | -27.8% | -2.2% | -25.5% | -27.8% |
| 1Y | -35.9% | -4.6% | -31.3% | -35.7% |
| 3Y | -1.9% | -8.3% | +6.4% | -4.1% |
| All | -1.9% | -9.4% | +7.4% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SBAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling